January is the bleakest month for theater in Chicago. When the temperature drops and the wind roars off Lake Michigan —keeping theatergoers indoors and driving some of the older ones away to Florida — many of the city’s theaters take most or all of the month off. But on a 10-degree night last week, in a little performance space in the back of a bookstore in suburban Glencoe, Ill., I found a lot of heat. The occasion was a performance of a tense little one-act play called The Letters.

It was my first encounter with Writers’ Theatre, one of Chicago’s most acclaimed small theater troupes, on its home turf. (The company brought its chamber musical A Minister’s Wife to New York’s Lincoln Center two years ago.) Under artistic director Michael Halberstam, the 20-year-old company has built up a solid reputation for new plays and inventive revivals, which it performs in two theaters — the tiny, 50-seat bookstore space, and another somewhat larger theater a few blocks away. Both will soon be replaced by a new theater center, being designed by Studio Gang, one of Chicago’s most renowned architectural firms.

The Letters, written by John W. Lowell and first staged in Los Angeles in 2009, is a two-character play set in a nondescript office in the 1930s Soviet Union. Anna, a demur, fortyish functionary in a nameless government agency, has been called into the office of her superior, known here only as The Director. She is wary and tight-lipped as she tries to figure out the reason for the meeting. The director is cordial, even charming, yet maddeningly indirect. He’s a busy man, but he lets ringing phones go unanswered as he presses on, inscrutably. What is the hidden agenda?

Gradually, the details begins to emerge. The agency seems to be in charge of editing the writings of prominent artists, on orders of the state. The letters of a famous composer are missing. A colleague has been arrested. Suspicions are being directed at Anna. What follows is a tense verbal and psychological cat-and-mouse game between the two. With twists.

The Letters, particularly in its opening minutes, conveys a sense of abstract menace reminiscent of Pinter or Mamet. (Indeed, Mamet’s recent Broadway failure, The Anarchist, has superficial similarities — two characters, one dominant and one subservient, a political subtext. Lowell’s play is infinitely better.) Yet the menace has a specific source, and the play has a concrete sense of time and place. Lowell, a Long Island-born author of some 10 plays, including Leo Tolstoy Is In the Next Room Dying, says he got the idea after reading about efforts during the Stalin era to edit the sexually frank personal letters of Tchaikovsky. The play works remarkably well on both levels: as a vivid slice of paranoid life under Stalin, and as a more universal examination of the psychology of totalitarianism, its manhandling of the truth and the moral choices it demands, as well as its self-defeating limitations.

Kimberly Senior’s taut direction maintains a nice balance between the specific and universal. Except for the photos of Lenin and Stalin on the wall, the office could be anywhere, and the actors make no attempt to sound “Russian.” Kate Fry, as Anna, subtly conveys the shrewdness beneath her self-effacing manner and limp brown hairdo; she’s a woman well-practiced in the art of hiding her thoughts under the gaze of her oppressors. Mark L. Montgomery brings a distinctly modern affect to the role of her interrogator, seasoning his questions with a panoply of theatrical head-fakes: a smile and playful squint here, a furrowed brow and mock-perplexed frown there. He’s a born manipulator, with a twinkle in his eye.

At just 75 minutes, The Letters is a small thing, but a nearly perfect evening of theater — an ideal match of play, performance and setting. Writers Theater may get a bigger space and (I hope) more attention outside its Chicago home. But I’ll miss the bookstore.